Really, I think the Nords are almost used to incarnations of Shor running about.
Also during the Late Merethic Era the legendary immortal hero, warrior, sorceror, and king variously known as Pelinal Whitestrake, Harrald Hairy Breeks, Ysmir, Hans the Fox, etc., wandered Tamriel, gathering armies, conquering lands, ruling, then abandoning his kingdoms to wander again.
I tend to think that these are all different avatars (Pelinal and Wulfharth are clearly individuals), and remarkably human ones at that.
Nowadays it seems like we take it for granted that every PC is a Shezarrine.